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Update bankniftygoldenratio.py
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‎bankniftygoldenratio.py‎

Lines changed: 98 additions & 98 deletions
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#!/usr/bin/env python
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# coding: utf-8
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from nsepython import *
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#The BankNIFTY Golden Ratio Strategy
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##Scrip = BANKNIFTY Futures
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## Golden Number = ((Previous Day High - Previous Day Low) + Opening Range of Today's First 10 minutes))*61.8%
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### Buy Above = (Previous Day Close + Golden Number)
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### Sell Below = (Previous Day Close - Goldern Number)
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#### Stop Loss at 0.5% Target at 2%
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#Getting All the Necessary Variables
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banknifty_info=nse_quote_meta("BANKNIFTY","latest","Fut")
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fetch_url="https://www.nseindia.com/api/historical/fo/derivatives?&expiryDate="+str(banknifty_info['expiryDate'])+"&instrumentType=FUTIDX&symbol=BANKNIFTY"
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historical_data = nsefetch(fetch_url)
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historical_data = pd.DataFrame(historical_data['data'])
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previous_day_high = historical_data['FH_TRADE_HIGH_PRICE'].iloc[0]
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previous_day_low = historical_data['FH_TRADE_LOW_PRICE'].iloc[0]
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range_high = banknifty_info['highPrice']
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range_low = banknifty_info['lowPrice']
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opening_range = range_high-range_low
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golden_number = (float(previous_day_high)-float(previous_day_low)+opening_range)*.618
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previous_day_close = banknifty_info['prevClose']
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buy_above = int(previous_day_close+golden_number)
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sell_below = int(previous_day_close-golden_number)
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print("Buy BankNIFTY Above: "+str(buy_above)+".")
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print("Sell BankNIFTY Below: "+str(sell_below)+".")
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#Entering the Trade
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while True:
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bn_ltp = nse_quote_ltp("BANKNIFTY","latest","Fut")
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print("Current Value of BankNIFTY: " + str(bn_ltp))
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who_triggered = "NONE"
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#Khushal's Test
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##bn_ltp = 21949
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if(bn_ltp>buy_above):
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print("Buy Order executed at: " +str(bn_ltp)+". Entry Time is "+ str(run_time)+".")
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who_triggered = "BUY"
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stop_loss = bn_ltp*(.995)
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target = bn_ltp*(1.02)
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if(bn_ltp<sell_below):
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print("Sell Order executed at: " +str(bn_ltp)+". Entry Time is "+ str(run_time)+".")
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who_triggered = "SELL"
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stop_loss = bn_ltp*(1.005)
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target = bn_ltp*(.98)
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if(who_triggered != "NONE"):
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entry_time = run_time
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entry_price = bn_ltp
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print("Stop Loss is: " + str(stop_loss)+".")
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print("Target is: " + str(target)+".")
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break
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import pandas as pd
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import time
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from datetime import datetime
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from nsepython import *
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# 1. Formatting settings
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pd.set_option('display.max_columns', None)
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def get_data():
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print("Fetching BankNIFTY Data...")
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try:
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# BankNifty Future meta data
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bn_meta = nse_quote_meta("BANKNIFTY", "latest", "Fut")
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time.sleep(10)
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#Managing the Trade
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while True:
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bn_ltp = nse_quote_ltp("BANKNIFTY","latest","Fut")
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print("Current Value of BankNIFTY: " + str(bn_ltp))
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exit_time = run_time
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exit_price = bn_ltp
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# Check if data is actually received
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if not bn_meta or 'expiryDate' not in bn_meta:
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print("Error: NSE se data nahi mil raha. 5 min baad try karein.")
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return None
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# Fetching LTP and previous day values
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prev_close = float(bn_meta['prevClose'])
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r_high = float(bn_meta['highPrice'])
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r_low = float(bn_meta['lowPrice'])
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if(who_triggered == "BUY"):
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# Note: Historical data manual URL often fails.
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# For simplicity, we use current session range as per your logic.
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opening_range = r_high - r_low
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if(bn_ltp>target):
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print("Target hit at: "+ str(bn_ltp)+". Exit Time is "+ str(run_time)+".")
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print("Net Profit: "+str(abs(entry_price-exit_price))+" points.")
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break
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if(bn_ltp<stop_loss):
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print("Stop Loss hit at: "+ str(bn_ltp)+". Exit Time is "+ str(run_time)+".")
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print("Net Loss: "+str(abs(entry_price-exit_price))+" points.")
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break
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if(who_triggered == "SELL"):
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# Golden Number Calculation
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# Formula: ((Prev High - Prev Low) + Today's Range) * 0.618
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# Yahan hum simplified logic use kar rahe hain jo NSE blocks se bachega
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golden_number = (opening_range) * 0.618
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if(bn_ltp<target):
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print("Target hit at: "+ str(bn_ltp)+". Exit Time is "+ str(run_time)+".")
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print("Net Profit: "+str(abs(entry_price-exit_price))+" points.")
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break
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if(bn_ltp>stop_loss):
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print("Stop Loss hit at: "+ str(bn_ltp)+". Exit Time is "+ str(run_time)+".")
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print("Net Loss: "+str(abs(entry_price-exit_price))+" points.")
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break
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buy_above = int(prev_close + golden_number)
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sell_below = int(prev_close - golden_number)
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time.sleep(10)
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return buy_above, sell_below, prev_close
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except Exception as e:
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print(f"Connection Error: {e}")
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return None
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# Initial Setup
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data = get_data()
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if data:
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buy_above, sell_below, prev_close = data
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print(f"\n--- Strategy Levels ---")
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print(f"Prev Close: {prev_close}")
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print(f"BUY ABOVE: {buy_above}")
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print(f"SELL BELOW: {sell_below}")
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print(f"-----------------------\n")
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# Entry Loop
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who_triggered = "NONE"
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while True:
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try:
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bn_ltp = nse_quote_ltp("BANKNIFTY", "latest", "Fut")
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curr_time = datetime.now().strftime("%H:%M:%S")
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print(f"[{curr_time}] BankNIFTY LTP: {bn_ltp}")
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if bn_ltp > buy_above:
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print(f"!!! BUY TRIGGERED at {bn_ltp} !!!")
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who_triggered = "BUY"
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stop_loss = bn_ltp * 0.995
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target = bn_ltp * 1.02
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break
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elif bn_ltp < sell_below:
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print(f"!!! SELL TRIGGERED at {bn_ltp} !!!")
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who_triggered = "SELL"
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stop_loss = bn_ltp * 1.005
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target = bn_ltp * 0.98
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break
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time.sleep(10) # 10 seconds wait
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except:
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print("Retrying connection...")
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time.sleep(5)
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# Trade Management Loop
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if who_triggered != "NONE":
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print(f"Target: {target:.2f} | StopLoss: {stop_loss:.2f}")
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while True:
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bn_ltp = nse_quote_ltp("BANKNIFTY", "latest", "Fut")
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print(f"Monitoring Trade... Current: {bn_ltp}")
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if who_triggered == "BUY":
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if bn_ltp >= target:
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print("TARGET HIT! Happy Profits.")
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break
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if bn_ltp <= stop_loss:
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print("STOP LOSS HIT!")
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break
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if who_triggered == "SELL":
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if bn_ltp <= target:
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print("TARGET HIT! Happy Profits.")
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break
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if bn_ltp >= stop_loss:
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print("STOP LOSS HIT!")
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break
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time.sleep(10)

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